Noncommercial long futures position to overall Open Interest

2021年5月25日

This is an indicator that gets data from Quandl and presents weekly CFTC futures data (cftc.gov/MarketReports/CommitmentsofTraders/index.htm). In this indicator, the noncommercial long/short positions are calculated as a percentage of overall Open Interest. This indicates the bullish/bearish sentiment of the market.

2021年10月25日

版本注释

Change everything to version=4

This indicator will stop updating because I think the absolute value (rather than %) is more informative, and the absolute value is updated in the other indicator.